Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.712641 0.808948 0.919186 1.055998 1.223063 1.422870 1.683697
2024-11-10 00:00:00+00:00 0.631143 0.756612 0.912126 1.123343 1.409800 1.796000 2.377259
2024-11-17 00:00:00+00:00 0.557646 0.695816 0.877604 1.142592 1.534458 2.121165 3.131086
2024-11-24 00:00:00+00:00 0.498998 0.643061 0.842113 1.150234 1.642232 2.454735 4.055299
2024-12-01 00:00:00+00:00 0.437593 0.577236 0.777224 1.101142 1.650311 2.632939 4.810903
2024-12-08 00:00:00+00:00 0.389235 0.523523 0.721742 1.055572 1.652455 2.802494 5.664201
2024-12-15 00:00:00+00:00 0.365873 0.503225 0.713214 1.083678 1.790692 3.288299 7.657506
2024-12-22 00:00:00+00:00 0.355165 0.500372 0.731024 1.159601 2.041662 4.139288 11.719233
2024-12-29 00:00:00+00:00 0.337188 0.483936 0.724098 1.189266 2.208486 4.890958 16.839046
2025-01-05 00:00:00+00:00 0.318381 0.464077 0.708596 1.199437 2.336311 5.625030 23.833036
2025-01-12 00:00:00+00:00 0.299371 0.441982 0.686392 1.192088 2.421297 6.296492 33.071913
2025-01-19 00:00:00+00:00 0.276686 0.411766 0.646341 1.141128 2.382150 6.528071 40.306358
2025-01-26 00:00:00+00:00 0.265776 0.401729 0.643997 1.174995 2.594816 7.962826 73.597081
2025-02-02 00:00:00+00:00 0.258041 0.396434 0.649864 1.228779 2.891213 10.177788 176.815453
2025-02-09 00:00:00+00:00 0.245590 0.381609 0.635511 1.232942 3.041460 11.950681 414.026773
2025-02-16 00:00:00+00:00 0.233550 0.366517 0.618946 1.228835 3.166483 13.858706 1284.157417
2025-02-23 00:00:00+00:00 0.217219 0.342355 0.581667 1.166621 3.065642 14.114055 2540.419637
2025-03-02 00:00:00+00:00 0.202995 0.321229 0.548912 1.111606 2.976566 14.406466 6464.552493
2025-03-09 00:00:00+00:00 0.197129 0.315329 0.547206 1.137644 3.209891 17.988023 NaN
2025-03-16 00:00:00+00:00 0.195788 0.317831 0.563452 1.215681 3.703693 26.335844 NaN
2025-03-23 00:00:00+00:00 0.190643 0.312575 0.562280 1.244930 4.009765 34.586174 NaN
2025-03-30 00:00:00+00:00 0.184430 0.304773 0.554658 1.253993 4.230436 43.539713 NaN
2025-04-06 00:00:00+00:00 0.177470 0.295037 0.541761 1.244906 4.357629 52.251213 NaN